+215.0%
RNG vs TAP
-49.9%
+264.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | -6.1% | -3.9% | -2.2% | -5.6% |
| 30D | +9.6% | -5.3% | +14.9% | +10.3% |
| 3M | +83.3% | -3.8% | +87.1% | +84.3% |
| 6M | +77.9% | -11.4% | +89.3% | +80.3% |
| YTD | +139.9% | -13.7% | +153.7% | +144.2% |
| 1Y | +121.7% | -17.2% | +138.8% | +126.3% |
| 3Y | +121.9% | -33.1% | +154.9% | +129.8% |
| 5Y | -68.4% | +0.8% | -69.1% | -67.2% |
| All | +215.0% | -49.9% | +264.8% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling